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Generalized Nash Equilibrium from a Robustness Perspective in Variational Analysis
Generalized Nash equilibrium is updated by a formulation in terms of extended-real-valued functions being minimized by the agents. Tools of...
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Inexact Newton Method for Solving Generalized Nash Equilibrium Problems
In this article, we present an inexact Newton method to solve generalized Nash equilibrium problems (GNEPs). Two types of GNEPs are studied: player...
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Generalized Nash equilibrium problems with mixed-integer variables
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games...
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A Modified Michael’s Selection Theorem with Application to Generalized Nash Equilibrium Problem
This paper provides a sufficient condition for the existence of solutions for generalized Nash equilibrium problems in the infinite-dimensional...
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On the Polyhedral Homotopy Method for Solving Generalized Nash Equilibrium Problems of Polynomials
The generalized Nash equilibrium problem (GNEP) is a kind of game to find strategies for a group of players such that each player’s objective...
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Distributed Nash Equilibrium Seeking on Compact Action Sets over Jointly Strongly Connected Switching Networks
This paper studies the distributed Nash equilibrium seeking (DNES) problem for games whose action sets are compact and whose network graph is...
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A globally convergent improved BFGS method for generalized Nash equilibrium problems
In this article, we consider a class of Generalized Nash Equilibrium Problems (GNEPs) and solve it using one of the most effective quasi-Newton...
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Risk-neutral PDE-constrained generalized Nash equilibrium problems
A class of risk-neutral generalized Nash equilibrium problems is introduced in which the feasible strategy set of each player is subject to a common...
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On Search of a Nash Equilibrium in Quasiconcave Quadratic Games
AbstractThe Nash equilibrium problem with nonconcave quadratic payoff functions is considered. We analyze conditions that provide quasiconcavity of...
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Convex generalized Nash equilibrium problems and polynomial optimization
This paper studies convex generalized Nash equilibrium problems that are given by polynomials. We use rational and parametric expressions for...
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On Distributionally Robust Generalized Nash Games Defined over the Wasserstein Ball
In this paper we propose an exact, deterministic, and fully continuous reformulation of generalized Nash games characterized by the presence of soft...
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Bilevel Nash Equilibrium Problems: Numerical Approximation Via Direct-Search Methods
We address the numerical approximation of bilevel problems where a Nash equilibrium has to be determined both in the upper level and in the lower...
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A Stochastic Nash Equilibrium Problem for Medical Supply Competition
In this paper, we study the competition of healthcare institutions for medical supplies in emergencies caused by natural disasters. In particular, we...
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Existence of Projected Solutions for Generalized Nash Equilibrium Problems
We study the existence of projected solutions for generalized Nash equilibrium problems defined in Banach spaces, under mild convexity assumptions...
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Time-Dependent Generalized Nash Equilibria in Social Media Platforms
In this paper, we develop a dynamic network model of the competition of digital contents on social media platforms, assuming that there is a known...
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A branch-and-prune algorithm for discrete Nash equilibrium problems
We present a branch-and-prune procedure for discrete Nash equilibrium problems with a convex description of each player’s strategy set. The derived...
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Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game
A large body of empirical literature has shown that market impact of financial prices is transient. However, from a theoretical standpoint, the...
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Approximations of Quasi-Equilibria and Nash Quasi-Equilibria in Terms of Variational Convergence
Various types of variational convergence of functions and bifunctions are applied to study global approximations of a quasi-equilibrium problem and a...
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Revisiting Path-Following to Solve the Generalized Nash Equilibrium Problem
In this short paper, we present a generic path-following approach to tackle the generalized Nash equilibrium problem (GNEP) via its KKT conditions....
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Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion
PDE-constrained (generalized) Nash equilibrium problems (GNEPs) are considered in a deterministic setting as well as under uncertainty. This includes...